boa: An R Package for MCMC Output Convergence Assessment and Posterior Inference

boa: An R Package for MCMC Output Convergence Assessment and Posterior Inference

Markov chain Monte Carlo (MCMC) is the most widely used method of estimating joint posterior distributions in Bayesian analysis. The idea of MCMC is to iteratively produce parameter values that are representative samples from the joint posterior. Unlike frequentist analysis where iterative model fit...

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Bibliographic Details
Main Author: Brian J. Smith
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2007-10-01
Series:Journal of Statistical Software
Subjects:
Bayesian analysis
convergence diagnostics
Markov chain Monte Carlo
posterior inference
R
Online Access:http://www.jstatsoft.org/v21/i11/paper

Internet

http://www.jstatsoft.org/v21/i11/paper

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